Course · Intermediate - Systematic Strategy Research

Learning outcomes

• Translate an economic or behavioral hypothesis into testable rules
• Build a backtest that accounts for timing, turnover and implementation choices
• Use rolling and out-of-sample tests to challenge a result
• Write a research summary that states limitations as clearly as findings

This module is about research discipline, not shortcuts. You will develop a small systematic idea from first assumption through to a transparent review of where it may fail.

Who it is for

Analysts with basic Python and time-series experience who want to evaluate systematic ideas without mistaking a historical fit for a durable result.

What the module covers

• Hypotheses, signals and transparent rule definitions
• Return construction, rebalancing and transaction assumptions
• Walk-forward tests and sensitivity checks
• Interpreting drawdowns, concentration and implementation limits

Format

Recorded lessons, working notebooks and a capstone exercise that documents a complete research decision.